-52.9%
KORU vs EPAM
+600.3%
-653.2%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.4% | -0.8% | +19.3% | +18.8% |
| 7D | -18.1% | +18.5% | -36.7% | -29.4% |
| 30D | -45.7% | +44.0% | -89.8% | -57.9% |
| 3M | -51.6% | +63.0% | -114.6% | -65.2% |
| 6M | -82.6% | +67.3% | -149.9% | -88.8% |
| YTD | -5.9% | -20.5% | +14.6% | -13.5% |
| 1Y | +3.3% | -9.6% | +12.9% | -11.8% |
| 3Y | +154.5% | -30.8% | +185.3% | +135.6% |
| 5Y | -26.6% | -75.6% | +49.1% | +7.5% |
| 10Y | -14.3% | +159.6% | -173.8% | -67.6% |
| All | -52.9% | +600.3% | -653.2% | -86.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EPAM.
Daily Out/Under-Performance
Portfolio return minus EPAM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EPAM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded EPAM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling